+6,032.9%
CRM vs PLD
+725.5%
+5,307.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.7% |
| 7D | +1.3% | -2.4% | +3.6% | +2.3% |
| 30D | +34.3% | -2.4% | +36.8% | +35.7% |
| 3M | +37.7% | -3.8% | +41.5% | +39.6% |
| 6M | +34.9% | 0.0% | +34.9% | +33.7% |
| YTD | -1.6% | +9.2% | -10.9% | -6.5% |
| 1Y | +7.1% | +25.9% | -18.8% | -4.4% |
| 3Y | +19.0% | +21.3% | -2.3% | +5.1% |
| 5Y | -1.3% | +14.1% | -15.4% | -11.2% |
| 10Y | +251.2% | +237.9% | +13.3% | +97.3% |
| All | +6,032.9% | +725.5% | +5,307.4% | +1,716.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling